Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 (Lecture Notes in Mathematics / Fondazione C.I.M.E., Firenze)

Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003 (Lecture Notes in Mathematics / Fondazione C.I.M.E., Firenze)

by WolfgangRunggaldier (Editor), WalterSchachermayer (Author), KerryBack (Author), TomaszR.Bielecki (Author), Christian Hipp (Author), ShigePeng (Author), Marco Frittelli (Editor)

Synopsis

It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory.

$57.66

Quantity

20 in stock

More Information

Format: Paperback
Pages: 311
Publisher: Springer
Published: 22 Nov 2004

ISBN 10: 3540229531
ISBN 13: 9783540229537